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(w32_wnd_proc) <WM_KILL_FOCUS, WM_EMACS_DESTROY_CARET>: Set it.
<WM_EMACS_TRACK_CARET>: Arrange for system caret to be visible if
the user requests it.  Use system default width when creating.
<WM_EMACS_HIDE_CARET, WM_EMACS_SHOW_CARET>: Handle new messages.